Conditional heteroscedasticity and jumps in Australian short-term interest rates


Autoria(s): Chan, K. F.
Contribuinte(s)

P. Gray

E. Margiolis

Data(s)

01/01/2004

Identificador

http://espace.library.uq.edu.au/view/UQ:101156

Publicador

AFAANZ

Palavras-Chave #EX #350301 Finance #710401 Finance and investment services
Tipo

Conference Paper